To “leave” a location means to enter another location with movement that began at the location you are leaving.
For example, an Avatar standing atop a site in the effect of a Sphere of Animosity cannot take a step to a location outside of the Sphere, nor can they teleport to such a location or be pulled out of the Sphere.
If a minion dies, it does not “leave” the location where it died, since that’s not movement.
To “leave the realm” means to not be in the realm, for any reason, e.g. die, banish, return to hand or deck, etc.